Conditional volatility forecasting in a dynamic hedging model
| Year of publication: |
2005
|
|---|---|
| Authors: | Haigh, Michael S. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 24.2005, 3, p. 155-172
|